-47.2%
CMCSA vs XEL
+29.8%
-77.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -1.1% | -3.9% | +2.9% | +0.2% |
| 3M | +6.6% | -2.8% | +9.4% | +7.4% |
| 6M | -15.5% | -5.4% | -10.1% | -14.2% |
| YTD | -6.7% | +3.8% | -10.4% | -8.1% |
| 1Y | -15.6% | +6.8% | -22.4% | -18.1% |
| 3Y | -33.7% | +45.6% | -79.3% | -42.8% |
| All | -47.2% | +29.8% | -77.1% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling